Question: Consider the following information: Portfolio Expected Return Standard Deviation Risk-free 5 % 0 % Market 13.6 38 A 11.6 27 a. Calculate the Sharpe ratios

Consider the following information: Portfolio Expected Return Standard Deviation Risk-free 5 % 0 % Market 13.6 38 A 11.6 27 a. Calculate the Sharpe ratios for the market portfolio and portfolio A.

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